Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.57 %¶

This Week¶

Return: -0.57 %¶

Total portfolio value¶

Return including deposits: 60.486 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.240000 1662.660000 195.120000 13.300000 1467.540000
Sedana Medical 93 2.370000 2574.240000 59.520000 2.370000 2514.720000
Hoist Finance 35 2.500000 1002.750000 24.500000 2.500000 978.250000
Platzer Fastigheter Holding B 12 2.000000 978.000000 19.200000 2.000000 958.800000
JM 6 2.160000 880.800000 18.600000 2.160000 862.200000
Orrön Energy 180 0.710000 2054.700000 17.100000 0.840000 2037.600000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
Sagax B 4 1.460000 864.400000 12.400000 1.460000 852.000000
Atrium Ljungberg B 5 1.290000 945.000000 12.000000 1.290000 933.000000
Catena 2 1.320000 800.000000 10.400000 1.320000 789.600000
BioGaia B 8 0.690000 934.400000 6.400000 0.690000 928.000000
Hexatronic Group 12 0.500000 969.360000 4.800000 0.500000 964.560000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Clas Ohlson B 12 0.370000 974.400000 3.600000 0.370000 970.800000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Biotage 7 0.070000 940.100000 0.700000 0.070000 939.400000
ASSA ABLOY B 3 0.040000 777.300000 0.300000 0.040000 777.000000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
AcadeMedia 8 -0.500000 400.800000 -0.400000 -0.100000 401.200000
Byggmax Group 33 -0.210000 952.380000 -1.980000 -0.210000 954.360000
EQT 4 -0.290000 827.200000 -2.400000 -0.290000 829.600000
SKF B 5 -0.510000 933.250000 -4.750000 -0.510000 938.000000
Alimak Group 11 -0.830000 918.500000 -7.700000 -0.830000 926.200000
Addnode Group B 11 -1.140000 908.050000 -10.450000 -1.140000 918.500000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
VEF 909 -2.260000 1810.730000 -34.540000 -1.870000 1845.270000
Latour B 4 -4.540000 816.400000 -38.800000 -4.540000 855.200000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
Indutrade 5 -4.120000 1164.500000 -50.000000 -4.120000 1214.500000
Bufab 3 -4.830000 1053.000000 -53.400000 -4.830000 1106.400000
INVISIO 16 -1.520000 3624.000000 -56.000000 -1.520000 3680.000000
Hexagon B 26 -1.730000 3391.700000 -59.800000 -1.730000 3451.500000
BHG Group 97 -7.460000 1347.330000 -107.670000 -7.400000 1455.000000
TOTAL 44853.200000 -94.800000 -7.71507% 44948.000000

Updated:¶

'2023-07-03 16:55:38.144872'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶